BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 40750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 23.93
Theta: -26.59
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 274.55 | -63.8 | 21.53 | 56 | 5 | 135 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 39885.00 | 515 | -326.35 | 22.62 | 242 | 69 | 92 | |||||||||
| 17 Aug | 38585.00 | 1699.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 40750 expiring on 30SEP2025
Delta for 40750 CE is 0.30
Historical price for 40750 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 274.55, which was -63.8 lower than the previous day. The implied volatity was 21.53, the open interest changed by 5 which increased total open position to 135
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 515, which was -326.35 lower than the previous day. The implied volatity was 22.62, the open interest changed by 69 which increased total open position to 92
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1699.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 40750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 24.67
Theta: -19.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 1164.55 | -22.15 | 24.11 | 17 | -2 | 82 |
| 14 Sept | 39885.00 | 1193.65 | 401 | 22.89 | 93 | -9 | 86 |
| 17 Aug | 38585.00 | 1911.35 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 40750 expiring on 30SEP2025
Delta for 40750 PE is -0.68
Historical price for 40750 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1164.55, which was -22.15 lower than the previous day. The implied volatity was 24.11, the open interest changed by -2 which decreased total open position to 82
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1193.65, which was 401 higher than the previous day. The implied volatity was 22.89, the open interest changed by -9 which decreased total open position to 86
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1911.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
